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Content
2012, Volume 168, Issue 2
- 285-299 Regularization of nonparametric frontier estimators
by Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold
- 300-314 Nonparametric identification in nonseparable panel data models with generalized fixed effects
by Hoderlein, Stefan & White, Halbert
- 315-331 Identification and estimation of Gaussian affine term structure models
by Hamilton, James D. & Wu, Jing Cynthia
- 332-346 Bayesian modeling of joint and conditional distributions
by Norets, Andriy & Pelenis, Justinas
- 347-366 Semiparametric robust estimation of truncated and censored regression models
by Čížek, Pavel
- 367-381 Segmenting mean-nonstationary time series via trending regressions
by Aue, Alexander & Horváth, Lajos & Hušková, Marie
- 382-395 Quantile treatment effects in the regression discontinuity design
by Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise
- 396-406 Jumps in equilibrium prices and market microstructure noise
by Lee, Suzanne S. & Mykland, Per A.
2012, Volume 168, Issue 1
- 4-16 Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation
by Hubbard, Timothy P. & Li, Tong & Paarsch, Harry J.
- 17-28 Empirical implementation of nonparametric first-price auction models
by Henderson, Daniel J. & List, John A. & Millimet, Daniel L. & Parmeter, Christopher F. & Price, Michael K.
- 29-46 Information acquisition and/or bid preparation: A structural analysis of entry and bidding in timber sale auctions
by Li, Tong & Zheng, Xiaoyong
- 47-59 Bayesian estimation approaches to first-price auctions
by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.
- 60-69 Efficient local IV estimation of an empirical auction model
by Hong, Han & Nekipelov, Denis
- 70-80 Strategic substitutes or complements? The game of where to fish
by Hicks, Robert L. & Horrace, William C. & Schnier, Kurt E.
- 81-95 The effect of job flexibility on female labor market outcomes: Estimates from a search and bargaining model
by Flabbi, Luca & Moro, Andrea
- 96-107 Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements
by Campo, Sandra
- 108-119 Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method
by Bierens, Herman J. & Song, Hosin
- 120-140 Pairwise-difference estimation of incomplete information games
by Aradillas-Lopez, Andres
- 141-155 Estimation of market power in the presence of firm level inefficiencies
by Kutlu, Levent & Sickles, Robin C.
- 156-173 A dynamic oligopoly game of the US airline industry: Estimation and policy experiments
by Aguirregabiria, Victor & Ho, Chun-Yu
2012, Volume 167, Issue 2
- 297-304 Semiparametric estimation of a truncated regression model
by Chen, Songnian & Zhou, Xianbo
- 305-316 n-uniformly consistent density estimation in nonparametric regression models
by Escanciano, Juan Carlos & Jacho-Chávez, David T.
- 317-329 Treatment effects in sample selection models and their nonparametric estimation
by Lee, Myoung-jae
- 330-344 Confidence intervals for the quantile of treatment effects in randomized experiments
by Fan, Yanqin & Park, Sang Soo
- 345-357 Quantile-based nonparametric inference for first-price auctions
by Marmer, Vadim & Shneyerov, Artyom
- 358-369 Bayesian averaging, prediction and nonnested model selection
by Hong, Han & Preston, Bruce
- 370-382 Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
by Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae
- 383-396 Specification testing in nonparametric instrumental variable estimation
by Horowitz, Joel L.
- 397-412 Functional regression of continuous state distributions
by Park, Joon Y. & Qian, Junhui
- 413-425 Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
by Cai, Zongwu & Xiao, Zhijie
- 426-447 Local polynomial Whittle estimation of perturbed fractional processes
by Frederiksen, Per & Nielsen, Frank S. & Nielsen, Morten Ørregaard
- 448-457 Partial parametric estimation for nonstationary nonlinear regressions
by Kim, Chang Sik & Kim, In-Moo
- 458-472 Semiparametric inference in a GARCH-in-mean model
by Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M.
- 473-482 A semiparametric stochastic volatility model
by Yu, Jun
- 483-493 Estimating semiparametric panel data models by marginal integration
by Qian, Junhui & Wang, Le
- 494-503 Lock-in and unobserved preferences in server operating systems: A case of Linux vs. Windows
by Hong, Seung-Hyun & Rezende, Leonardo
- 504-520 Residual based tests for cointegration in dependent panels
by Chang, Yoosoon & Nguyen, Chi Mai
- 521-542 Statistical inference on regression with spatial dependence
by Robinson, Peter M. & Thawornkaiwong, Supachoke
- 543-560 Semiparametric GMM estimation of spatial autoregressive models
by Su, Liangjun
2012, Volume 167, Issue 1
- 1-15 Optimal inference for instrumental variables regression with non-Gaussian errors
by Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael
- 16-37 Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
by Yu, Jihai & de Jong, Robert & Lee, Lung-fei
- 38-46 Jackknife model averaging
by Hansen, Bruce E. & Racine, Jeffrey S.
- 47-60 The dynamics of US inflation: Can monetary policy explain the changes?
by Canova, Fabio & Ferroni, Filippo
- 61-75 Tikhonov regularization for nonparametric instrumental variable estimators
by Gagliardini, Patrick & Scaillet, Olivier
- 76-94 Estimation of dynamic models with nonparametric simulated maximum likelihood
by Kristensen, Dennis & Shin, Yongseok
- 95-112 ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
by Han, Heejoon & Park, Joon Y.
- 113-132 The econometrics of auctions with asymmetric anonymous bidders
by Lamy, Laurent
- 133-139 Hahn–Hausman test as a specification test
by Lee, Yoonseok & Okui, Ryo
- 140-167 Unit root testing under a local break in trend
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
- 168-196 Inferring welfare maximizing treatment assignment under budget constraints
by Bhattacharya, Debopam & Dupas, Pascaline
- 197-210 Robust subsampling
by Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio
- 211-223 The conditional autoregressive Wishart model for multivariate stock market volatility
by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman
- 224-239 Nonparametric spatial regression under near-epoch dependence
by Jenish, Nazgul
- 240-253 On the least squares estimation of multiple-regime threshold autoregressive models
by Li, Dong & Ling, Shiqing
- 254-273 Testing for a unit root in a random coefficient panel data model
by Westerlund, Joakim & Larsson, Rolf
- 274-294 Likelihood estimation and inference in threshold regression
by Yu, Ping
2012, Volume 166, Issue 2
- 167-183 Some properties of the LIML estimator in a dynamic panel structural equation
by Akashi, Kentaro & Kunitomo, Naoto
- 184-203 A Poisson mixture model of discrete choice
by Burda, Martin & Harding, Matthew & Hausman, Jerry
- 204-212 The random coefficients logit model is identified
by Fox, Jeremy T. & Kim, Kyoo il & Ryan, Stephen P. & Bajari, Patrick
- 213-223 On the jump activity index for semimartingales
by Jing, Bing-Yi & Kong, Xin-Bing & Liu, Zhi & Mykland, Per
- 224-236 Robust forecast combinations
by Wei, Xiaoqiao & Yang, Yuhong
- 237-246 Bayesian hypothesis testing in latent variable models
by Li, Yong & Yu, Jun
- 247-254 A simple test for regression specification with non-nested alternatives
by Hagemann, Andreas
- 255-266 The validity of instruments revisited
by Berkowitz, Daniel & Caner, Mehmet & Fang, Ying
- 267-281 Simple and powerful GMM over-identification tests with accurate size
by Sun, Yixiao & Kim, Min Seong
- 282-302 Local indirect least squares and average marginal effects in nonseparable structural systems
by Schennach, Susanne & White, Halbert & Chalak, Karim
- 303-319 Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
by Vogelsang, Timothy J.
- 320-341 Semiparametric estimation of Markov decision processes with continuous state space
by Srisuma, Sorawoot & Linton, Oliver
- 342-354 Probabilistic characterization of directional distances and their robust versions
by Simar, Léopold & Vanhems, Anne
2012, Volume 166, Issue 1
- 3-16 Modeling college major choices using elicited measures of expectations and counterfactuals
by Arcidiacono, Peter & Hotz, V. Joseph & Kang, Songman
- 17-32 Partial identification using random set theory
by Beresteanu, Arie & Molchanov, Ilya & Molinari, Francesca
- 33-48 IV models of ordered choice
by Chesher, Andrew & Smolinski, Konrad
- 49-65 Endogenous household interaction
by Del Boca, Daniela & Flinn, Christopher
- 66-78 On the observational implications of taste-based discrimination in racial profiling
by Brock, William A. & Cooley, Jane & Durlauf, Steven N. & Navarro, Salvador
- 79-91 The impact of the National School Lunch Program on child health: A nonparametric bounds analysis
by Gundersen, Craig & Kreider, Brent & Pepper, John
- 92-105 Bounds for best response functions in binary games
by Kline, Brendan & Tamer, Elie
- 106-115 Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
by Matzkin, Rosa L.
- 116-126 Economic juries and public project provision
by McFadden, Daniel
- 127-137 Set identification via quantile restrictions in short panels
by Rosen, Adam M.
- 138-156 Minimax regret treatment choice with covariates or with limited validity of experiments
by Stoye, Jörg
- 157-165 Statistical treatment choice based on asymmetric minimax regret criteria
by Tetenov, Aleksey
2011, Volume 165, Issue 2
- 137-151 Inference with dependent data using cluster covariance estimators
by Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B.
- 152-162 A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
by Swensen, Anders Rygh
- 163-174 Hypothesis testing in linear regression when k/n is large
by Calhoun, Gray
- 175-189 Volatility contagion: A range-based volatility approach
by Chiang, Min-Hsien & Wang, Li-Min
- 190-209 Particle filters for continuous likelihood evaluation and maximisation
by Malik, Sheheryar & Pitt, Michael K.
- 210-220 Bayesian inference in a time varying cointegration model
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
- 221-232 Bayesian inference in a sample selection model
by van Hasselt, Martijn
- 233-245 Functional data analysis for volatility
by Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich
- 246-257 Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
by Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel
- 258-265 Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
by Tripathi, Gautam
- 266-274 Semiparametric estimation of a bivariate Tobit model
by Chen, Songnian & Zhou, Xianbo
2011, Volume 165, Issue 1
- 5-19 Asymptotic theory for nonparametric regression with spatial data
by Robinson, P.M.
- 20-29 Control variate method for stationary processes
by Amano, Tomoyuki & Taniguchi, Masanobu
- 30-44 Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
by Wang, Liqun & Hsiao, Cheng
- 45-57 Properties of the CUE estimator and a modification with moments
by Hausman, Jerry & Lewis, Randall & Menzel, Konrad & Newey, Whitney
- 58-69 On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
by Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi
- 70-86 Instrumental variable estimation in the presence of many moment conditions
by Okui, Ryo
- 87-99 Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
by Hsu, Shih-Hsun & Kuan, Chung-Ming
- 100-111 Moment-based estimation of smooth transition regression models with endogenous variables
by Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C.
- 112-127 A consistent nonparametric test for nonlinear causality—Specification in time series regression
by Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho
- 128-136 Linear programming-based estimators in simple linear regression
by Preve, Daniel & Medeiros, Marcelo C.
October 2011, Volume 164, Issue 2
- 207-217 A family of empirical likelihood functions and estimators for the binary response model
by Mittelhammer, Ron C. & Judge, George
- 218-238 Model selection criteria in multivariate models with multiple structural changes
by Kurozumi, Eiji & Tuvaandorj, Purevdorj
- 239-251 A new method of projection-based inference in GMM with weakly identified nuisance parameters
by Chaudhuri, Saraswata & Zivot, Eric
- 252-267 Measuring correlations of integrated but not cointegrated variables: A semiparametric approach
by Sun, Yiguo & Hsiao, Cheng & Li, Qi
- 268-293 Generalized spectral testing for multivariate continuous-time models
by Chen, Bin & Hong, Yongmiao
- 294-309 How many consumers are rational?
by Hoderlein, Stefan
- 310-330 Estimating a common deterministic time trend break in large panels with cross sectional dependence
by Kim, Dukpa
- 331-344 Testing and detecting jumps based on a discretely observed process
by Fan, Yingying & Fan, Jianqing
- 345-366 Robust trend inference with series variance estimator and testing-optimal smoothing parameter
by Sun, Yixiao
- 367-381 Realized Laplace transforms for estimation of jump diffusive volatility models
by Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna
- 382-403 Semi-nonparametric estimation and misspecification testing of diffusion models
by Kristensen, Dennis
September 2011, Volume 164, Issue 1
- 1-3 Annals issue on forecasting--Guest editors' introduction
by Issler, João Victor & Linton, Oliver & Timmermann, Allan
- 4-20 The affine arbitrage-free class of Nelson-Siegel term structure models
by Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D.
- 21-34 How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
by Carriero, Andrea & Giacomini, Raffaella
- 35-44 Do interest rate options contain information about excess returns?
by Almeida, Caio & Graveline, Jeremy J. & Joslin, Scott
- 45-59 A component model for dynamic correlations
by Colacito, Riccardo & Engle, Robert F. & Ghysels, Eric
- 60-78 Predictability of stock returns and asset allocation under structural breaks
by Pettenuzzo, Davide & Timmermann, Allan
- 79-91 A control function approach for testing the usefulness of trending variables in forecast models and linear regression
by Elliott, Graham
- 92-115 A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
by Atak, Alev & Linton, Oliver & Xiao, Zhijie
- 116-129 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
by Athanasopoulos, George & de Carvalho Guillén, Osmani Teixeira & Issler, João Victor & Vahid, Farshid
- 130-141 Optimal prediction pools
by Geweke, John & Amisano, Gianni
- 142-157 Quantile regression for dynamic panel data with fixed effects
by Galvao Jr., Antonio F.
- 158-172 Understanding models' forecasting performance
by Rossi, Barbara & Sekhposyan, Tatevik
- 173-187 Variable selection, estimation and inference for multi-period forecasting problems
by Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan
- 188-205 A two-step estimator for large approximate dynamic factor models based on Kalman filtering
by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia
August 2011, Volume 163, Issue 2
- 127-143 Asymptotic distributions of impulse response functions in short panel vector autoregressions
by Cao, Bolong & Sun, Yixiao
- 144-162 Bias corrections for two-step fixed effects panel data estimators
by Fernández-Val, Iván & Vella, Francis
- 163-171 Nonparametric identification of a binary random factor in cross section data
by Dong, Yingying & Lewbel, Arthur
- 172-185 Inference and prediction in a multiple-structural-break model
by Geweke, John & Jiang, Yu
- 186-199 An I(d) model with trend and cycles
by Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas
- 200-214 A class of simple distribution-free rank-based unit root tests
by Hallin, Marc & van den Akker, Ramon & Werker, Bas J.M.
- 215-230 Likelihood-based scoring rules for comparing density forecasts in tails
by Diks, Cees & Panchenko, Valentyn & van Dijk, Dick
July 2011, Volume 163, Issue 1
- 1-3 Factor structures for panel and multivariate time series data
by Palm, Franz C. & Urbain, Jean-Pierre
- 4-22 Infinite-dimensional VARs and factor models
by Chudik, Alexander & Pesaran, M. Hashem
- 23-28 The general dynamic factor model: One-sided representation results
by Forni, Mario & Lippi, Marco
- 29-41 Dynamic factors in the presence of blocks
by Hallin, Marc & Liska, Roman
- 42-50 Market liquidity as dynamic factors
by Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David
- 51-70 Fitting dynamic factor models to non-stationary time series
by Eichler, Michael & Motta, Giovanni & von Sachs, Rainer
- 71-84 Testing for structural breaks in dynamic factor models
by Breitung, Jörg & Eickmeier, Sandra
- 85-104 Cross-sectional dependence robust block bootstrap panel unit root tests
by Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre
- 105-117 A characterization of vector autoregressive processes with common cyclical features
by Franchi, Massimo & Paruolo, Paolo
- 118-126 Method of moments estimation of GO-GARCH models
by Peter Boswijk, H. & van der Weide, Roy
June 2011, Volume 162, Issue 2
- 149-169 Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
by Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil
- 170-188 Estimating features of a distribution from binomial data
by Lewbel, Arthur & McFadden, Daniel & Linton, Oliver
- 189-212 A martingale approach for testing diffusion models based on infinitesimal operator
by Song, Zhaogang
- 213-224 A bootstrap-assisted spectral test of white noise under unknown dependence
by Shao, Xiaofeng
- 225-239 Nonparametric model validations for hidden Markov models with applications in financial econometrics
by Zhao, Zhibiao
- 240-247 Estimation of fractional integration under temporal aggregation
by Hassler, Uwe
- 248-267 Estimating structural changes in regression quantiles
by Oka, Tatsushi & Qu, Zhongjun
- 268-277 A new class of asymptotically efficient estimators for moment condition models
by Fan, Yanqin & Gentry, Matthew & Li, Tong
- 278-293 Fourth order pseudo maximum likelihood methods
by Holly, Alberto & Monfort, Alain & Rockinger, Michael
- 294-311 Integrated variance forecasting: Model based vs. reduced form
by Sizova, Natalia
- 312-325 Modeling frailty-correlated defaults using many macroeconomic covariates
by Koopman, Siem Jan & Lucas, André & Schwaab, Bernd
- 326-344 Generalized runs tests for the IID hypothesis
by Cho, Jin Seo & White, Halbert
- 345-361 Bayesian inference in a correlated random coefficients model: Modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
by Li, Mingliang & Tobias, Justin L.
- 362-368 Regression with imputed covariates: A generalized missing-indicator approach
by Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco
- 369-382 Bayesian estimation of an extended local scale stochastic volatility model
by Deschamps, Philippe J.
- 383-396 Stick-breaking autoregressive processes
by Griffin, J.E. & Steel, M.F.J.
May 2011, Volume 162, Issue 1
- 1-5 The economics and econometrics of risk: An introduction to the special issue
by Zellner, Arnold & Zilberman, David
- 6-17 Global identification of risk preferences with revealed preference data
by Just, Richard E. & Just, David R.
- 18-24 Risk behavior in the presence of government programs
by Serra, Teresa & Goodwin, Barry K. & Featherstone, Allen M.
- 25-34 Calibrating the wealth effects of decoupled payments: Does decreasing absolute risk aversion matter?
by Just, David R.
- 35-43 Agricultural arbitrage and risk preferences
by Pope, Rulon D. & LaFrance, Jeffrey T. & Just, Richard E.
- 44-54 The empirical relevance of the competitive storage model
by Cafiero, Carlo & Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D.
- 55-70 A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates
by Egorov, Alexei V. & Li, Haitao & Ng, David
- 71-78 Semi-nonparametric test of second degree stochastic dominance with respect to a function
by Schumann, Keith D.
- 79-88 Mixture models of choice under risk
by Conte, Anna & Hey, John D. & Moffatt, Peter G.
- 89-104 'Stochastically more risk averse:' A contextual theory of stochastic discrete choice under risk
by Wilcox, Nathaniel T.
- 105-113 Evaluation of similarity models for expected utility violations
by Buschena, David E. & Atwood, Joseph A.
- 114-123 Are CEOs expected utility maximizers?
by List, John A. & Mason, Charles F.
- 124-131 A similarity-based approach to prediction
by Gilboa, Itzhak & Lieberman, Offer & Schmeidler, David
- 132-139 The distortion of information to support an emerging evaluation of risk
by Russo, J.E. & Yong, Kevyn
- 140-147 The effects of information about health hazards in food on consumers' choice process
by Heiman, Amir & Lowengart, Oded
April 2011, Volume 161, Issue 2
- 101-109 Modeling data revisions: Measurement error and dynamics of "true" values
by Jacobs, Jan P.A.M. & van Norden, Simon
- 110-121 Empirical likelihood block bootstrapping
by Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi
- 122-128 Tighter bounds in triangular systems
by Jun, Sung Jae & Pinkse, Joris & Xu, Haiqing
- 129-146 Instrumental variable methods for recovering continuous linear functionals
by Santos, Andres
- 147-165 Robustness and inference in nonparametric partial frontier modeling
by Daouia, Abdelaati & Gijbels, Irène
- 166-181 Nonparametric function estimation subject to monotonicity, convexity and other shape constraints
by Shively, Thomas S. & Walker, Stephen G. & Damien, Paul
- 182-202 Large panels with common factors and spatial correlation
by Pesaran, M. Hashem & Tosetti, Elisa
- 203-207 Extending the regression-discontinuity approach to multiple assignment variables
by Papay, John P. & Willett, John B. & Murnane, Richard J.
- 208-227 Matching and semi-parametric IV estimation, a distance-based measure of migration, and the wages of young men
by Ham, John C. & Li, Xianghong & Reagan, Patricia B.
- 228-245 Bias in estimating multivariate and univariate diffusions
by Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun
- 246-261 Testing for weak identification in possibly nonlinear models
by Inoue, Atsushi & Rossi, Barbara
- 262-283 Subsampling high frequency data
by Kalnina, Ilze
- 284-303 Data-based ranking of realised volatility estimators
by Patton, Andrew J.
- 304-324 Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
by Corradi, Valentina & Swanson, Norman R.
- 325-337 Estimation of stable distributions by indirect inference
by Garcia, René & Renault, Eric & Veredas, David
- 338-338 Corrigendum to "A simple way of computing the inverse moments of a non-central chi-square random variable" [J. Econom. 37 (1988) 389-393]
by Xie, Wen Zhi
March 2011, Volume 161, Issue 1
- 1-5 Introduction to measurement with theory
by Barnett, William A. & Erwin Diewert, W. & Zellner, Arnold
- 6-23 How better monetary statistics could have signaled the financial crisis
by Barnett, William A. & Chauvet, Marcelle
- 24-35 Scanner data, time aggregation and the construction of price indexes
by Ivancic, Lorraine & Erwin Diewert, W. & Fox, Kevin J.
- 36-46 Eliminating chain drift in price indexes based on scanner data
by de Haan, Jan & van der Grient, Heymerik A.
- 47-55 Price dynamics, retail chains and inflation measurement
by Nakamura, Alice O. & Nakamura, Emi & Nakamura, Leonard I.
- 56-81 Wealth accumulation and factors accounting for success
by Pawasutipaisit, Anan & Townsend, Robert M.
- 82-99 National estimates of gross employment and job flows from the Quarterly Workforce Indicators with demographic and industry detail
by Abowd, John M. & Vilhuber, Lars
February 2011, Volume 160, Issue 2
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